Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51698.82 Kr¶

Max Equity ever reached: ------------> 51725.11 Kr¶

Anic Portfolio¶

Today¶

Return: 8.778 %¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

This Week¶

Return: 8.778 %¶

Total¶

Return: 69.25 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3396.600000 218.000000 6.860000 3178.600002
HMS Networks 2 0.620000 784.800000 111.800000 16.610000 673.000000
Nordea Bank Abp 29 0.970000 3549.020000 95.020000 2.750000 3453.999992
HEBA B 70 -3.860000 2702.000000 66.000000 2.500000 2636.000010
MedCap 2 -0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 0.020000 3420.800000 43.800000 1.300000 3377.000000
Resurs Holding 22 -0.290000 608.300000 34.300000 5.980000 573.999998
Swedbank A 3 0.760000 593.850000 29.850000 5.290000 564.000000
Samhällsbyggnadsbo. i Norden B 20 -5.780000 384.800000 29.800000 8.390000 355.000000
AcadeMedia 12 1.200000 586.320000 29.320000 5.260000 557.000004
OEM International B 7 0.260000 548.800000 20.800000 3.940000 527.999997
Intrum 4 -0.840000 543.400000 16.400000 3.110000 527.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Securitas B 6 -1.370000 579.960000 9.960000 1.750000 570.000000
Fastighetsbolag. Emilshus Pref 21 -1.280000 568.050000 6.050000 1.080000 562.000005
Samhällsbyggnadsbo. i Norden D 12 -2.990000 249.360000 3.360000 1.370000 246.000000
Karnov Group 9 -1.160000 539.100000 3.100000 0.580000 536.000004
Corem Property Group B 59 -5.580000 579.380000 2.380000 0.410000 576.999999
Fasadgruppen Group 38 3.420000 4142.000000 2.200000 0.050000 4139.799990
Creaspac SPAC 6 -0.520000 578.400000 1.400000 0.240000 577.000002
Coor Service Management Hold. 8 -1.700000 531.600000 -0.400000 -0.080000 532.000000
Handelsbanken A 5 0.740000 544.250000 -1.750000 -0.320000 546.000000
Midsona B 63 0.440000 570.150000 -12.850000 -2.200000 582.999984
Boozt 12 -1.940000 1638.000000 -16.000000 -0.970000 1653.999996
Sampo Oyj SDB 7 1.200000 3825.500000 -24.500000 -0.640000 3850.000000
CTEK 13 -0.610000 506.480000 -27.520000 -5.150000 533.999999
Essity B 2 1.980000 545.000000 -29.000000 -5.050000 574.000000
International Petroleum Corp. 5 -1.920000 563.000000 -31.570000 -5.310000 594.565215
Essity A 4 2.230000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 0.740000 558.140000 -54.860000 -8.950000 612.999432
Beijer Electronics Group 27 4.490000 3018.600000 -64.200000 -2.080000 3082.800006
OX2 22 0.620000 1777.600000 -210.600000 -10.590000 1988.199994
Axfood 15 1.650000 4066.500000 -232.300000 -5.400000 4298.800005
Ovzon 64 -1.500000 3372.800000 -621.600000 -15.560000 3994.400000
TOTAL 48492.840000 -587.330000 -0.04998% 49080.164634

Updated:¶

'2023-01-30 15:39:58.704880'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶